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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Hedging"
~subject:"Index-Futures"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Zinsstruktur"
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Hedging
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203
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Chen, Son-nan
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The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
141
Mathematical finance : an international journal of mathematics, statistics and financial theory
94
Quantitative finance
81
The journal of futures markets
79
The journal of computational finance
71
Applied mathematical finance
70
Journal of banking & finance
67
Finance and stochastics
62
Review of derivatives research
44
Insurance / Mathematics & economics
36
Finance research letters
31
Journal of economic dynamics & control
31
International journal of financial engineering
30
Journal of financial economics
30
Research paper series / Swiss Finance Institute
29
Risks : open access journal
29
Computational economics
28
European journal of operational research : EJOR
28
The review of financial studies
26
The journal of finance : the journal of the American Finance Association
25
The European journal of finance
24
Energy economics
23
The North American journal of economics and finance : a journal of financial economics studies
23
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Journal of risk and financial management : JRFM
20
The journal of fixed income
18
Journal of econometrics
17
Journal of empirical finance
17
Journal of mathematical finance
17
Asia-Pacific financial markets
16
International review of financial analysis
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Working paper / National Bureau of Economic Research, Inc.
16
Swiss Finance Institute Research Paper
15
Applied economics
14
International review of economics & finance : IREF
14
NBER working paper series
14
Advances in futures and options research : a research annual
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ECONIS (ZBW)
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1
Evolution of interest rate models : a comparison
Ho, Thomas S. Y.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 9-20
Persistent link: https://www.econbiz.de/10001223174
Saved in:
2
On perpetual American strangles
Moraux, Franck
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 82-97
Persistent link: https://www.econbiz.de/10003862829
Saved in:
3
Efficient analytical cascade calibration of the LIBOR market model with endogenous interpolation
Brigo, Damiano
;
Morini, Massimo
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 40-60
Persistent link: https://www.econbiz.de/10003379121
Saved in:
4
Four things you might not know about the Black-Scholes formula
Poulsen, Rolf
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 77-81
Persistent link: https://www.econbiz.de/10003673319
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5
Forward versus spot interest rate models of the term structure
Moraleda Novo, Juan Manuel
;
Pelsser, Antoon André Jean
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 9-21
Persistent link: https://www.econbiz.de/10001497753
Saved in:
6
Volatility cones and their sampling properties
Hodges, Stewart D.
;
Tompkins, Robert G.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10001718685
Saved in:
7
Static hedging of timing risk
Carr, Peter
;
Picron, Jean-Francois
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 57-70
Persistent link: https://www.econbiz.de/10001432497
Saved in:
8
Pricing and hedging mandatory convertible bonds
Ammann, Manuel
;
Seiz, Ralf
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 30-46
Persistent link: https://www.econbiz.de/10003321080
Saved in:
9
The normal inverse gaussian distribution and the pricing of derivatives
Eriksson, Anders
;
Ghysels, Eric
;
Wang, Fangfang
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 23-37
Persistent link: https://www.econbiz.de/10003852619
Saved in:
10
Valuation of interest rate spread options in a multifactor LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 38-52
Persistent link: https://www.econbiz.de/10003852622
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